feat: Add True Range (TR) (#344)

stock_indicators/indicators/__init__.py

@@ -75,6 +75,7 @@
 from .super_trend import (get_super_trend)
 from .t3 import (get_t3)
 from .tema import (get_tema)
+from .tr import (get_tr)
 from .trix import (get_trix)
 from .tsi import (get_tsi)
 from .ulcer_index import (get_ulcer_index)

stock_indicators/indicators/tr.py

@@ -0,0 +1,50 @@
+from typing import Iterable, Optional, TypeVar
+
+from stock_indicators._cslib import CsIndicator
+from stock_indicators._cstypes import List as CsList
+from stock_indicators.indicators.common.results import IndicatorResults, ResultBase
+from stock_indicators.indicators.common.quote import Quote
+
+
+def get_tr(quotes: Iterable[Quote]):
+    """Get TR calculated.
+
+    True Range (TR) is a measure of volatility that captures gaps and limits between periods.
+
+    Parameters:
+        `quotes` : Iterable[Quote]
+            Historical price quotes.
+
+    Returns:
+        `TrResults[TrResult]`
+            TrResults is list of TrResult with providing useful helper methods.
+
+    See more:
+         - [True Range Reference](https://python.stockindicators.dev/indicators/Atr/#content)
+         - [Helper Methods](https://python.stockindicators.dev/utilities/#content)
+    """
+    results = CsIndicator.GetTr[Quote](CsList(Quote, quotes))
+    return TrResults(results, TrResult)
+
+
+class TrResult(ResultBase):
+    """
+    A wrapper class for a single unit of True Range (TR) results.
+    """
+
+    @property
+    def tr(self) -> Optional[float]:
+        return self._csdata.Tr
+
+    @tr.setter
+    def tr(self, value):
+        self._csdata.Tr = value
+
+
+_T = TypeVar("_T", bound=TrResult)
+class TrResults(IndicatorResults[_T]):
+    """
+    A wrapper class for the list of True Range (TR) results.
+    It is exactly same with built-in `list` except for that it provides
+    some useful helper methods written in C# implementation.
+    """

tests/test_tr.py

@@ -0,0 +1,40 @@
+from stock_indicators import indicators
+
+class TestTr:
+    def test_standard(self, quotes):
+        results = indicators.get_tr(quotes)
+
+        assert 502 == len(results)
+        assert 501 == len(list(filter(lambda x: x.tr is not None, results)))
+
+        r = results[0]
+        assert r.tr is None
+
+        r = results[1]
+        assert 1.42 == round(float(r.tr), 2)
+
+        r = results[12]
+        assert 1.32 == round(float(r.tr), 2)
+
+        r = results[13]
+        assert 1.45 == round(float(r.tr), 2)
+
+        r = results[24]
+        assert 0.88 == round(float(r.tr), 2)
+
+        r = results[249]
+        assert 0.58 == round(float(r.tr), 2)
+
+        r = results[501]
+        assert 2.67 == round(float(r.tr), 2)
+
+    def test_bad_data(self, bad_quotes):
+        r = indicators.get_tr(bad_quotes)
+        assert 502 == len(r)
+
+    def test_no_quotes(self, quotes):
+        r = indicators.get_tr([])
+        assert 0 == len(r)
+
+        r = indicators.get_tr(quotes[:1])
+        assert 1 == len(r)